| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 21.7% | -39.61% |
| Max Drawdown | -42.52% | -70.3% |
| Sharpe | 0.62 | -0.03 |
| Sortino | 1.02 | -0.05 |
| Payoff Ratio | 1.34 | 1.17 |
| Profit Factor | 1.17 | 1.0 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.07 | 1.11 |
| Outlier Win Ratio | 15.62 | 2.93 |
| Outlier Loss Ratio | 3.49 | 2.66 |
| Volatility (ann.) | 50.71% | 95.55% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.49 | -0.55 |
| Skew | 1.71 | 0.32 |
| Kurtosis | 13.34 | 1.35 |
| Expected Daily % | 0.05% | -0.13% |
| Expected Monthly % | 1.52% | -3.81% |
| Expected Yearly % | 10.32% | -22.29% |
| Kelly Criterion | 2.29% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -8.23% |
| Expected Shortfall (cVaR) | -4.28% | -8.23% |
| Year | 5615863:AVAXUSD | 5615863:avaxusd:triple_gx:lsma145_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 31.55 | 9.14 | + |
| 2025 | -41.63 | -7.49 | 0.18 | + |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| MTD | -5.81% | -0.52% |
| 3M | 3.64% | -7.46% |
| 6M | 3.57% | -51.34% |
| YTD | -7.49% | -41.63% |
| 1Y | 21.7% | -42.18% |
| 3Y (ann.) | 20.76% | -38.4% |
| 5Y (ann.) | 20.76% | -38.4% |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Max Drawdown | -42.52% | -70.3% |
| Longest DD Days | 144.0 | 184.0 |
| Avg. Drawdown | -8.18% | -17.72% |
| Avg. Drawdown Days | 21.0 | 46.0 |
| Recovery Factor | 0.51 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -42.52 | 144 |
| 2025-03-20 | 2025-05-31 | -19.54 | 72 |
| 2025-02-03 | 2025-03-12 | -14.09 | 37 |
| 2024-12-21 | 2024-12-24 | -8.28 | 3 |
| 2025-03-16 | 2025-03-19 | -5.82 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 4 |
| 2024-12-25 | 2024-12-28 | -2.75 | 3 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2025-03-13 | 2025-03-15 | -2.17 | 2 |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -8.67% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -16.06% | -28.87% |
| Best Month | 86.5% | 79.5% |
| Worst Month | -26.01% | -35.0% |
| Best Year | 31.55% | 3.45% |
| Worst Year | -7.49% | -41.63% |
| Avg. Up Day | 4.19% | 4.21% |
| Avg. Down Day | -3.12% | -3.62% |
| Avg. Up Week | 8.57% | 12.18% |
| Avg. Down Week | -8.08% | -9.28% |
| Avg. Up Month | 86.5% | 79.5% |
| Avg. Down Month | -12.99% | -13.79% |
| Win Days % | 44.0% | 48.02% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 59.26% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |